+2,412.8%
D vs MOD
+1,673.7%
+739.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -21.4% | +25.9% | +5.8% |
| 7D | +8.5% | -31.3% | +39.8% | +10.8% |
| 30D | +14.3% | -46.1% | +60.4% | +18.5% |
| 3M | +1.8% | -51.1% | +52.9% | +6.0% |
| 6M | +13.0% | -62.1% | +75.1% | +18.9% |
| YTD | +22.7% | -26.2% | +48.9% | +22.6% |
| 1Y | +22.6% | -32.6% | +55.2% | +22.8% |
| 3Y | +84.2% | +133.8% | -49.6% | +62.9% |
| 5Y | +15.8% | +792.8% | -777.0% | -9.8% |
| 10Y | +45.8% | +959.8% | -914.0% | +4.0% |
| All | +2,412.8% | +1,673.7% | +739.0% | +1,362.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling